Strategies / Breakout / Higher Low Lower High Breakout

Higher Low Lower High Breakout

The strategy buys when a higher pivot low forms and the close breaks above the last pivot high, and sells short on the mirror pattern. Stops sit 3% from entry and targets 6% from entry.

BreakoutLong & shortSwingEUR/USDDaily

1.71Profit factor

157,281Net profit USD

45.57%Win rate

158Trades

-32,434Max drawdown

995Avg trade

Best run of 15. EUR/USD, Daily, spread 1, from run pf:2026-10-11-EURUSD-D.tsv:1.

Entry rules, long

Pivots use 5 bars on each side and are confirmed 5 bars late.
After a long signal, no new long fires until a short signal has fired.

Entry rules, short

The last pivot high is below the one before it, and the close is below the last pivot low.

Exit rules

An opposite signal reverses the position.

Test conditions

Period	Up to 2026-10-11
Instrument	EUR/USD, Daily
Spread	1 points
Starting capital	1,000,000
Costs	Spread only. Commissions and overnight financing are not included.
Bars	Up to 200,000 bars, fewer where the instrument has less history
Last tested	2026-10-11

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
EUR/USDBest run	Daily	1.71	158	45.57	157,281 USD	-32,434
USD/JPY	Daily	n/a	173	40.46	1,394,590 USD	-535,670
USD/JPY	5 min	n/a	2,551	37.48	240,670 USD	-148,700
Nikkei 225	30 min	n/a	2,435	37.95	19,148 USD	-18,551
Nikkei 225	Daily	n/a	153	37.25	14,924 USD	-7,387
Dow Jones	Daily	n/a	182	35.71	14,279 EUR	-6,463
GBP/USD	1 hour	n/a	2,414	38.82	7,213 USD	-6,078
US Crude Oil	1 hour	n/a	1,257	36.44	6,444 EUR	-3,931
Brent Crude	Daily	n/a	69	44.93	3,907 EUR	-3,524
Gold	30 min	n/a	2,662	39.18	2,456 EUR	-1,414
Gold	15 min	n/a	2,549	35.11	1,904 EUR	-815
Gold	1 hour	n/a	1,723	37.96	1,413 EUR	-1,074
Gold	4 hours	n/a	415	37.59	1,093 EUR	-685
Gold	5 min	n/a	2,398	37.70	967 EUR	-942
Gold	Daily	n/a	172	33.14	803 EUR	-355

Charts

Results by run

Top 10 of 15 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Higher Low Lower High Breakout
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lowa = 0
ONCE lowb = 0
ONCE higha = 0
ONCE highb = 0
ONCE nlow = 0
ONCE nhigh = 0
ONCE longtrig = 0
ONCE shorttrig = 0

llw = lowest[5](low)
hhw = highest[5](high)

43 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Longer historyRe-run on up to 1,000,000 barsEUR/USD · Daily · older data 0.00 USD

EUR/USD had no history beyond the standard run, so both runs used 12,000 bars.

EUR/USD · Daily

Bars available	12,000
Net, standard 200,000-bar run	157,281.00 USD
Net, long run	157,281.00 USD
Net on the older data alone	0.00 USD

Read this firstKnown weaknesses2 points

Results include the spread only. Commissions and overnight financing are not included.
The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run Higher Low Lower High Breakout in ProOrder?

Yes. The code is ProBuilder and runs as an automated ProOrder system. Backtest it on your own account with your own spread and position size before trading it live.

Which markets was it tested on?

It was tested on 15 market and timeframe combinations. The best run was EUR/USD, Daily, with a profit factor of 1.71 over 158 trades.

How large was the drawdown?

The best run had a maximum drawdown of 32,434 USD at the tested position size, against a net result of 157,281 USD.

Does it trade long, short or both?

It trades both long and short.

Slow MACD Slope

Best run on the same market, EUR/USD.

6.80 PF · 7,305 trades

Fractal Breakout

Also a breakout strategy.

1.71 PF · 235 trades

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Past backtest results do not guarantee future results. This is not financial advice. Curated and maintained by ProRealAlgos. ProRealTime™ is a trademark of ProRealTime SAS. prorealalgos.com Stats Docs